Pages that link to "Item:Q4087050"

The following pages link to Théorie probabiliste du contrôle des diffusions (Q4087050):

Displaying 50 items.

• On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces (Q272959) (← links)
• Backward doubly stochastic equations with jumps and comparison theorems (Q298152) (← links)
• Forward-backward systems for expected utility maximization (Q401458) (← links)
• First and second order necessary conditions for stochastic optimal control problems (Q442561) (← links)
• Error estimates for the logarithmic barrier method in linear quadratic stochastic optimal control problems (Q450712) (← links)
• Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces (Q538476) (← links)
• Adapted solution of a backward stochastic differential equation (Q584199) (← links)
• Backward stochastic dynamics on a filtered probability space (Q717884) (← links)
• On measure solutions of backward stochastic differential equations (Q841478) (← links)
• Maximum principle for optimal control of neutral stochastic functional differential systems (Q889818) (← links)
• Well-posedness and regularity of backward stochastic Volterra integral equations (Q948934) (← links)
• Existence of optimal controls for partially observed linear diffusions (Q1054699) (← links)
• The probabilistic structure of controlled diffusion processes (Q1097860) (← links)
• Convex inequalities in stochastic control (Q1159648) (← links)
• On the approximation of optimal stochastic controls (Q1168941) (← links)
• Optimal control of diffusion processes with reflection (Q1229833) (← links)
• Exit probabilities and optimal stochastic control (Q1254226) (← links)
• Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps (Q1625492) (← links)
• On the existence of optimal controls for backward stochastic partial differential equations (Q1640937) (← links)
• Reflected backward stochastic differential equations with resistance (Q1650093) (← links)
• On optimal control of forward-backward stochastic differential equations (Q1693961) (← links)
• Reflected BSDEs with optional barrier in a general filtration (Q1715756) (← links)
• Optimal control of branching diffusion processes: a finite horizon problem (Q1751960) (← links)
• Forward-backward stochastic differential equations with nonsmooth coefficients. (Q1877391) (← links)
• Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps (Q2096949) (← links)
• Reflected BSDEs in non-convex domains (Q2159261) (← links)
• A BSDE approach to stochastic differential games involving impulse controls and HJBI equation (Q2165425) (← links)
• Necessary condition for optimal control of doubly stochastic systems (Q2197193) (← links)
• Anticipated backward stochastic differential equations with quadratic growth (Q2208474) (← links)
• Utility maximization via decoupling fields (Q2240471) (← links)
• Backward stochastic differential equations associated with the vorticity equations (Q2253207) (← links)
• A stochastic maximum principle for linear quadratic problem with nonconvex control domain (Q2280172) (← links)
• An exploration of \(L^p\)-theory for forward-backward stochastic differential equations with random coefficients on small durations (Q2287239) (← links)
• BMO martingales and positive solutions of heat equations (Q2356556) (← links)
• BSDEs with jumps, optimization and applications to dynamic risk measures (Q2447715) (← links)
• The maximum principle for one kind of stochastic optimization problem and application in dynamic measure of risk (Q2481788) (← links)
• Nonlinear Feynman-Kac formula and discrete-functional-type BSDEs with continuous coeffi\-cients (Q2485765) (← links)
• Utility maximization in incomplete markets (Q2572389) (← links)
• A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
• The optimal control of diffusions (Q2639325) (← links)
• Solving non-linear Kolmogorov equations in large dimensions by using deep learning: a numerical comparison of discretization schemes (Q2680327) (← links)
• Nonlocal fully nonlinear parabolic differential equations arising in time-inconsistent problems (Q2696218) (← links)
• Sensitivity results in stochastic optimal control: A Lagrangian perspective (Q2963496) (← links)
• Reflected BSDEs when the obstacle is not right-continuous in a general filtration (Q2974529) (← links)
• (Q3959230) (← links)
• Sur un problème de dynkin (Q4104687) (← links)
• Dualit� convexe, temps d'arr�t optimal et contr�le stochastique (Q4104688) (← links)
• ContrÔle stochastique, jeux et temps d'arrÊt: Applications de la théorie probabiliste du potentiel (Q4110408) (← links)
• Contr�le de processus alternants et applications (Q4162232) (← links)
• Control of jump processes and applications (Q4173271) (← links)